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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+13.44%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$4.22B
AUM Growth
-$670M
Cap. Flow
-$1.51B
Cap. Flow %
-35.7%
Top 10 Hldgs %
46.51%
Holding
2,084
New
814
Increased
393
Reduced
405
Closed
448

Top Buys

Rank Stock Value
1
BDX icon
Becton Dickinson
BDX
+$10.7M
2
PCGU
PG&E Corporation
PCGU
+$4.56M
3
BABA icon
Alibaba
BABA
+$3.29M
4
D icon
Dominion Energy
D
+$3.11M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$3.01M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$80M
2
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
+$41.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$32.9M
4
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
+$26.4M
5
AIZP
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
+$23.7M

Sector Composition

Rank Sector Weight
1 Healthcare 0.8%
2 Financials 0.67%
3 Technology 0.64%
4 Consumer Discretionary 0.59%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GM icon
301
PUT
General Motors
GM
$80.4B
$1.51M 0.04%
36,200
-52,800
-59% -$2.05M
MO icon
302
PUT
Altria Group
MO
$114B
$1.5M 0.04%
36,500
+31,100
+576% +$1.25M
NEE icon
303
PUT
NextEra Energy
NEE
$181B
$1.5M 0.04%
19,400
+7,400
+62% +$554K
BIIB icon
304
CALL
Biogen
BIIB
$30B
$1.47M 0.03%
6,000
+4,300
+253% +$1.11M
LOW icon
305
CALL
Lowe's Companies
LOW
$117B
$1.46M 0.03%
9,100
+4,300
+90% +$698K
BAC icon
306
Bank of America
BAC
$435B
$1.44M 0.03%
47,440
+35,118
+285% +$941K
AMT icon
307
CALL
American Tower
AMT
$80.8B
$1.44M 0.03%
6,400
-1,500
-19% -$349K
LOW icon
308
PUT
Lowe's Companies
LOW
$117B
$1.43M 0.03%
8,900
-1,400
-14% -$227K
ETSY icon
309
Etsy
ETSY
$7.75B
$1.43M 0.03%
+8,025
New +$1.21M
MS icon
310
Morgan Stanley
MS
$331B
$1.42M 0.03%
20,763
+15,488
+294% +$889K
USB icon
311
CALL
US Bancorp
USB
$98.2B
$1.42M 0.03%
30,400
+24,100
+383% +$1.02M
MMM icon
312
PUT
3M
MMM
$90.9B
$1.4M 0.03%
9,568
+2,751
+40% +$390K
ZM icon
313
CALL
Zoom
ZM
$28.2B
$1.38M 0.03%
4,100
-5,800
-59% -$2.59M
TQQQ icon
314
CALL
ProShares UltraPro QQQ
TQQQ
$32.1B
$1.38M 0.03%
60,800
-29,600
-33% -$558K
ELV icon
315
PUT
Elevance Health
ELV
$81.5B
$1.38M 0.03%
4,300
+100
+2% +$30.7K
SPYM
316
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
$1.38M 0.03%
31,371
+1,547
+5% +$64.5K
PM icon
317
CALL
Philip Morris
PM
$297B
$1.37M 0.03%
+16,600
New +$1.29M
GOOG icon
318
Alphabet (Google) Class C
GOOG
$4.36T
$1.37M 0.03%
15,600
-3,460
-18% -$292K
AVGO icon
319
CALL
Broadcom
AVGO
$1.85T
$1.36M 0.03%
31,000
-10,000
-24% -$390K
VGIT icon
320
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
$1.35M 0.03%
19,426
+7,086
+57% +$496K
VNQ icon
321
Vanguard Real Estate ETF
VNQ
$39.2B
$1.35M 0.03%
15,873
+9,200
+138% +$763K
CSCO icon
322
Cisco
CSCO
$457B
$1.35M 0.03%
+30,073
New +$1.24M
VEA icon
323
Vanguard FTSE Developed Markets ETF
VEA
$229B
$1.34M 0.03%
+28,440
New +$1.25M
EWH icon
324
iShares MSCI Hong Kong ETF
EWH
$1.24B
$1.34M 0.03%
+54,288
New +$1.27M
UBER icon
325
PUT
Uber
UBER
$143B
$1.34M 0.03%
26,200
+13,700
+110% +$614K
11 12
13
14 15

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Two Sigma Securities's Q4 2020 Portfolio in Review

As of Q4 2020, Two Sigma Securities held 2,084 positions worth $4.22B, down 14% from $4.89B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Two Sigma Securities withdrew a net $1.51B in Q4 2020, closing 448 positions and reducing 405 holdings. Its most notable exit was Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A, an estimated $41.8M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 0.8% of assets, up from 0.3% a quarter earlier, followed by Financials and Technology.

Against the trend, Two Sigma Securities opened a new position in Dominion Energy worth $2.94M.

  • Two Sigma Securities's largest Q4 2020 buy was Dominion Energy: 39,163 shares worth $2.94M.
  • Two Sigma Securities added most to Becton Dickinson in Q4 2020, an estimated $10.7M increase.
  • Two Sigma Securities's biggest Q4 2020 reduction was Tesla, cutting an estimated $80M.
  • Two Sigma Securities fully exited Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A in Q4 2020, selling an estimated $41.8M.
  • Two Sigma Securities's ten largest holdings make up 47% of its $4.22B portfolio in Q4 2020.
  • Two Sigma Securities opened 814 new positions and closed 448 in Q4 2020.
  • Two Sigma Securities's portfolio value fell 14% quarter-over-quarter to $4.22B.

Based on Two Sigma Securities's 13F filing for Q4 2020, filed 16 Feb 2021.